Large deviation principle of occupation measure for stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises
Ran Wang, Jie Xiong, Lihu Xu

TL;DR
This paper proves a large deviation principle for the occupation measure of a stochastic Ginzburg-Landau equation driven by heavy-tailed $ extalpha$-stable noises, revealing a new phenomenon where dissipation overcomes noise effects.
Contribution
It introduces a novel large deviation result for the occupation measure of the stochastic Ginzburg-Landau equation with $ extalpha$-stable noises, using a hyper-exponential recurrence criterion.
Findings
Strong dissipation can dominate heavy-tailed noise effects
The large deviation principle is established for the occupation measure
A new phenomenon of dissipation overcoming noise is reported
Abstract
We establish a large deviation principle for the occupation measure of the stochastic real Ginzburg-Landau equation driven by -stable noises. The proof is based on a hyper-exponential recurrence criterion. Our result indicates a phenomenon that strong dissipation beats heavy tailed noises to produce a large deviation, it seems to us that this phenomenon has not been reported in the known literatures.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics
